For the Torino Olympics, the men's and the ladies were a week apart, but not on weekends. The men's SP was on a Tuesday and the LP onThursday, then the ladies were the same a week later (Feb ruary 21 and 23, 2006).
NBC seems to have the same deal going on for the Stanley Cup hockey finals. The first game is today (after only two days of rest), with game 2 on Sunday (no day in between). Then games 3 and 4 are during the week, but on some minor cable station, not NBC. Then it starts up again next Saturday with game 5.
The conjecture is that NBC does not want to show a hockey game during the week because if it went to overtime that would cut into the debut week of Conan O'brien's show.
Also, as in the case of figure skating, the amount of money that NBC is paying for the rights to broadcast Stanley Cup hockey is zero. It is up to the National Hockey League to sell enough advertising to break even or make a profit.